NYMEX Natural Gas Future November 2021


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 5.260 5.854 0.594 11.3% 5.052
High 5.894 6.318 0.424 7.2% 5.241
Low 5.238 5.647 0.409 7.8% 4.766
Close 5.731 5.880 0.149 2.6% 5.200
Range 0.656 0.671 0.015 2.3% 0.475
ATR 0.271 0.300 0.029 10.5% 0.000
Volume 230,180 338,968 108,788 47.3% 540,789
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 7.961 7.592 6.249
R3 7.290 6.921 6.065
R2 6.619 6.619 6.003
R1 6.250 6.250 5.942 6.435
PP 5.948 5.948 5.948 6.041
S1 5.579 5.579 5.818 5.764
S2 5.277 5.277 5.757
S3 4.606 4.908 5.695
S4 3.935 4.237 5.511
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 6.494 6.322 5.461
R3 6.019 5.847 5.331
R2 5.544 5.544 5.287
R1 5.372 5.372 5.244 5.458
PP 5.069 5.069 5.069 5.112
S1 4.897 4.897 5.156 4.983
S2 4.594 4.594 5.113
S3 4.119 4.422 5.069
S4 3.644 3.947 4.939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.318 4.791 1.527 26.0% 0.398 6.8% 71% True False 183,947
10 6.318 4.766 1.552 26.4% 0.367 6.2% 72% True False 144,568
20 6.318 4.273 2.045 34.8% 0.304 5.2% 79% True False 111,863
40 6.318 3.828 2.490 42.3% 0.225 3.8% 82% True False 77,497
60 6.318 3.553 2.765 47.0% 0.192 3.3% 84% True False 58,677
80 6.318 3.132 3.186 54.2% 0.171 2.9% 86% True False 48,555
100 6.318 3.011 3.307 56.2% 0.150 2.6% 87% True False 41,606
120 6.318 2.805 3.513 59.7% 0.134 2.3% 88% True False 36,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.086
Widest range in 171 trading days
Fibonacci Retracements and Extensions
4.250 9.170
2.618 8.075
1.618 7.404
1.000 6.989
0.618 6.733
HIGH 6.318
0.618 6.062
0.500 5.983
0.382 5.903
LOW 5.647
0.618 5.232
1.000 4.976
1.618 4.561
2.618 3.890
4.250 2.795
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 5.983 5.814
PP 5.948 5.748
S1 5.914 5.682

These figures are updated between 7pm and 10pm EST after a trading day.

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